PREVIEW / futures_30min / 2017-11-29

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-11-29.parquet
  size:    83 KB
  rows:    3,127

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2017-11-29 00:00:00	ES	Futures	2871.54	2871.82	2871.27	2871.27	1943.0
2017-11-29 00:30:00	ES	Futures	2871.54	2872.91	2871.27	2872.64	2009.0
2017-11-29 01:00:00	ES	Futures	2872.91	2872.91	2871.82	2871.82	1626.0
2017-11-29 01:30:00	ES	Futures	2872.09	2873.46	2871.82	2873.19	2108.0
2017-11-29 02:00:00	ES	Futures	2873.19	2874.01	2872.64	2872.91	4364.0
2017-11-29 02:30:00	ES	Futures	2873.19	2874.28	2872.91	2873.46	4959.0
2017-11-29 03:00:00	ES	Futures	2873.73	2874.83	2872.91	2873.73	14950.0
2017-11-29 03:30:00	ES	Futures	2873.73	2874.01	2872.37	2872.91	10983.0
2017-11-29 04:00:00	ES	Futures	2873.19	2874.01	2872.37	2873.73	9942.0
2017-11-29 04:30:00	ES	Futures	2873.46	2874.83	2873.46	2874.01	8975.0
2017-11-29 05:00:00	ES	Futures	2874.01	2874.55	2873.19	2874.01	6567.0
2017-11-29 05:30:00	ES	Futures	2873.73	2875.65	2873.73	2875.65	9520.0
2017-11-29 06:00:00	ES	Futures	2875.37	2877.02	2874.83	2876.74	12413.0
2017-11-29 06:30:00	ES	Futures	2876.74	2877.56	2876.74	2876.74	7353.0
2017-11-29 07:00:00	ES	Futures	2876.74	2877.29	2876.47	2876.74	6844.0
2017-11-29 07:30:00	ES	Futures	2876.74	2877.29	2875.65	2875.92	11412.0
2017-11-29 08:00:00	ES	Futures	2875.92	2876.74	2875.37	2875.65	12192.0
2017-11-29 08:30:00	ES	Futures	2875.65	2876.2	2874.01	2876.2	17871.0
2017-11-29 09:00:00	ES	Futures	2876.2	2876.74	2875.37	2875.92	16723.0
2017-11-29 09:30:00	ES	Futures	2875.65	2882.49	2875.1	2881.39	159507.0
2017-11-29 10:00:00	ES	Futures	2881.39	2881.39	2872.64	2874.28	194067.0
2017-11-29 10:30:00	ES	Futures	2874.28	2878.66	2872.37	2874.01	159373.0
2017-11-29 11:00:00	ES	Futures	2873.73	2875.1	2869.9	2872.09	128942.0
2017-11-29 11:30:00	ES	Futures	2872.37	2873.46	2867.71	2867.99	128162.0
2017-11-29 12:00:00	ES	Futures	2867.99	2872.09	2866.62	2870.72	109944.0
2017-11-29 12:30:00	ES	Futures	2871.0	2874.01	2869.36	2872.64	64885.0
2017-11-29 13:00:00	ES	Futures	2872.64	2873.73	2869.9	2873.19	55577.0
2017-11-29 13:30:00	ES	Futures	2873.19	2873.46	2869.08	2869.9	42661.0
2017-11-29 14:00:00	ES	Futures	2870.18	2873.46	2869.9	2872.09	60311.0
2017-11-29 14:30:00	ES	Futures	2872.09	2873.19	2870.18	2871.0	70183.0
2017-11-29 15:00:00	ES	Futures	2871.27	2871.82	2868.54	2871.54	57918.0
2017-11-29 15:30:00	ES	Futures	2871.54	2874.55	2870.45	2872.91	126437.0
2017-11-29 16:00:00	ES	Futures	2872.64	2873.19	2871.54	2872.64	53301.0
2017-11-29 16:30:00	ES	Futures	2872.91	2873.19	2871.82	2872.91	7352.0
2017-11-29 18:00:00	ES	Futures	2872.37	2874.01	2872.09	2872.09	4588.0
2017-11-29 18:30:00	ES	Futures	2872.37	2872.91	2871.27	2871.27	2000.0
2017-11-29 19:00:00	ES	Futures	2871.54	2872.37	2870.18	2871.0	7435.0
2017-11-29 19:30:00	ES	Futures	2871.0	2871.54	2870.18	2870.72	4225.0
2017-11-29 20:00:00	ES	Futures	2870.72	2872.91	2870.72	2871.54	4004.0
2017-11-29 20:30:00	ES	Futures	2871.82	2871.82	2868.81	2870.72	7921.0
2017-11-29 21:00:00	ES	Futures	2871.0	2871.0	2869.9	2870.18	2004.0
2017-11-29 21:30:00	ES	Futures	2870.45	2871.54	2870.45	2871.27	1735.0
2017-11-29 22:00:00	ES	Futures	2871.27	2871.54	2870.18	2870.72	1509.0
2017-11-29 22:30:00	ES	Futures	2870.72	2870.72	2869.36	2870.72	3059.0
2017-11-29 23:00:00	ES	Futures	2870.45	2872.64	2870.45	2871.54	3371.0
2017-11-29 23:30:00	ES	Futures	2871.54	2872.64	2871.27	2872.37	1344.0
2017-11-29 00:00:00	NQ	Futures	7635.27	7636.76	7635.27	7636.46	290.0
2017-11-29 00:30:00	NQ	Futures	7636.17	7640.63	7635.87	7640.33	397.0
2017-11-29 01:00:00	NQ	Futures	7640.33	7641.22	7637.36	7637.36	430.0
2017-11-29 01:30:00	NQ	Futures	7637.65	7644.49	7637.65	7642.71	751.0

> showing 50 of 3,127 rows — these rows as CSV

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